Sir John Clay of Cheshunt, man at arms, diplomat, Knight of the body, trusted servant to both Richard of York and his son Edward IV.
Or, you may wish to go farther back to France, try here.
Another interesting Clay is Edmund del Clay of Finningley, Lawyer to Edward III mistress, Alice Perrers.
For a master class on the Clay family of England, you should try here, I can guarantee if you have English Clay ancestors, you will find them here.
The author of these two websites is not the author of this one.
For information on The myth of Sir John Thomas Clay, coal Baron of Wales, from The Clay family society of America, click here
Here is a link to the Virginia library where Robert Young Clay's papers are kept.
There is a link to Southern Clays here